Lillietest (H=0 and P=0) : How to interpret this result?

I run Lilliefors test against my data (lillietest) to see if it comes from the location family of exponential distribution.

[h,p]=lillietest(data,0.05,'exp');

I got H=0 (null hypothesis is accepted) while p is zero. I don't understand how p-value is zero while the null hypothesis is accepted. Can you help me to interpret this result?

[Winning]

I also noticed that kstat value is NaN while critval is 0.0908.

[Andrew Newell]

What version of MATLAB do you have? In R2010b, it doesn't seem possible to get kstat=NaN by any means short of setting it in the debugger.

Answer 1

[bym]

Are you sure you are not assigning p to another variable? according to the documentation it should return a value between [.001 .50] unless you use the mctol option.

[Winning]

I am pretty sure. I also tried to set MCTOL.

>> [h,p]=lillietest(data,0.05,'exp',0.001)

h =

0

p =

0

>> [h,p]=lillietest(data,0.05,'exp',0.0001)

h =

0

p =

0

[bym]

can you post your data?